-17.4%
RMBS vs AMBA
-25.6%
+8.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.2% | -5.0% |
| 7D | -8.9% | -8.1% | -0.9% | -4.5% |
| 30D | -24.8% | -10.8% | -14.1% | -20.0% |
| 3M | -17.6% | -25.9% | +8.4% | -3.0% |
| 6M | -25.7% | -13.9% | -11.8% | -24.7% |
| YTD | -9.8% | -14.0% | +4.2% | -12.9% |
| 1Y | -17.4% | -25.7% | +8.3% | -17.1% |
| All | -17.4% | -25.6% | +8.2% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling